报告题目：Two Sides of Noise: Good and Bad

主讲内容：One of the important problems in many branches of science and industry, e.g., pandemic, ecology, biology, engineering, finance, social science, is the specification of the stochastic process governing the behaviour of an underlying quantity.   We here use the term {\it underlying quantity\/} to describe any interested object whose value is known at present but is liable to change in the future.  In this talk we will explain how the ordinary differential equations (ODEs) are not enough to model the underlying stochastic quantity and why stochastic differential equations (SDEs) appear naturally. Several well-known SDE models will be presented including the Nobel prize winning model in finance, stochastic SIS epidemic model, stochastic Lotka-Volterra model in population dynamics.  We will then explain how SDE models differ significantly from ODE models and reveal two sides of noise: good and bad. We will highlight how we can make use of noise in various applications including stochastic stabilization, volatility effect in finance, population explosion suppressed by noise, extinction of infected individuals by noise in epidemic while we will also point out the destabilization effect of noise.

报告人：毛学荣,英国斯克莱德大学数学与统计系教授、爱丁堡皇家学会（既苏格兰皇家学院）院士。“长江讲座教授”和“英国沃弗森研究功勋奖”获得者。 近日，Guide2Research发布了全球数学领域顶尖科学家榜单，他列英国第1位，全球第93位。国际知名的随机稳定性和随机控制领域专家，在该领域做出了杰出的贡献，享有很高的声誉。擅长随机分析，随机系统数值计算，在对随机系统处理方面，提出了系列处理方法与技巧被广泛采用。例如，对噪声镇定给出了科学的理论，被后续跟踪者所广泛推崇；在随机人口/疾病模型理论方面做出了突出的贡献；在随机系统LaSalle原理方面做出了开拓性的工作；奠定了随机跳变系统理论方面的研究。

报告时间：2025年7月9日09:00

报告地点：数统学院3304教室

联系人：刘志军

欢迎广大师生参加！